+3,825.0%
STRL vs MGY
+210.4%
+3,614.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | +5.0% | +3.5% | +1.5% | +3.9% |
| 30D | -6.9% | +5.3% | -12.2% | -8.5% |
| 3M | -39.1% | +2.6% | -41.7% | -39.9% |
| 6M | +21.5% | -3.3% | +24.8% | +20.3% |
| YTD | +66.9% | +29.2% | +37.7% | +48.8% |
| 1Y | +61.6% | +18.0% | +43.6% | +48.0% |
| 3Y | +560.0% | +30.0% | +530.0% | +477.7% |
| 5Y | +2,238.9% | +92.7% | +2,146.2% | +1,579.1% |
| All | +3,825.0% | +210.4% | +3,614.6% | +2,345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling